+244.5%
THC vs DBX
+7.2%
+237.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.3% |
| 7D | -2.6% | -1.3% | -1.2% | -2.1% |
| 30D | -1.2% | -2.9% | +1.7% | -0.4% |
| 3M | +58.9% | +23.8% | +35.1% | +47.0% |
| 6M | +9.3% | +26.2% | -16.9% | -0.9% |
| YTD | +30.4% | +21.6% | +8.7% | +19.5% |
| 1Y | +34.6% | +11.4% | +23.2% | +27.1% |
| 3Y | +246.7% | +21.3% | +225.4% | +198.2% |
| 5Y | +244.5% | +6.7% | +237.9% | +174.2% |
| All | +244.5% | +7.2% | +237.3% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling